Strategy Tester Report
Relax2(Free)_USDCHF_M30_Ver3.4
| 通貨ペア | USDCHF (US Dollar vs Swiss Franc) | ||||
| 期間 | 30分足(M30) 2008.01.02 06:30 - 2022.01.29 00:30 (2008.01.01 - 2022.01.31) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | InputLots=0.01; InputTakeProfitPips=8; InputStopLossPips=0; InputMaxPositions=100; InputMagicNumber=65421; InputComment="Relax2_Free"; InputTPValue=0; InputMaxSpread=2; | ||||
| テストバー数 | 174199 | モデルティック数 | 228849482 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 50000.00 | スプレッド | 10 | ||
| 純益 | 30489.72 | 総利益 | 95600.83 | 総損失 | -65111.12 |
| プロフィットファクタ | 1.47 | 期待利得 | 1.08 | ||
| 絶対ドローダウン | 15347.72 | 最大ドローダウン | 24375.87 (41.30%) | 相対ドローダウン | 41.30% (24375.87) |
| 総取引数 | 28322 | 売りポジション(勝率%） | 14105 (74.12%) | 買いポジション(勝率%） | 14217 (72.95%) |
| 勝率(%) | 20825 (73.53%) | 負率 (%) | 7497 (26.47%) | ||
| 最大 | 勝トレード | 1746.21 | 敗トレード | -239.11 | |
| 平均 | 勝トレード | 4.59 | 敗トレード | -8.68 | |
| 最大 | 連勝(金額) | 38 (2188.67) | 連敗(金額) | 37 (-5126.45) | |
| 最大 | 連勝(トレード数) | 5583.60 (10) | 連敗(トレード数) | -5140.37 (31) | |
| 平均 | 連勝 | 6 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 12601 | 2008.12.15 03:00 | sell | 2497 | 0.01 | 1.17350 | 0.00000 | 0.00000 | ||
| 12602 | 2008.12.15 03:00 | modify | 2496 | 0.01 | 1.17190 | 0.00000 | 1.17190 | ||
| 12603 | 2008.12.15 03:00 | modify | 2497 | 0.01 | 1.17350 | 0.00000 | 1.17190 | ||
| 12604 | 2008.12.15 03:12 | t/p | 2496 | 0.01 | 1.17190 | 0.00000 | 1.17190 | 0.00 | 52473.29 |
| 12605 | 2008.12.15 03:12 | t/p | 2497 | 0.01 | 1.17190 | 0.00000 | 1.17190 | 1.37 | 52474.66 |
| 12606 | 2008.12.15 07:00 | sell | 2498 | 0.01 | 1.17010 | 0.00000 | 0.00000 | ||
| 12607 | 2008.12.15 07:00 | modify | 2498 | 0.01 | 1.17010 | 0.00000 | 1.16930 | ||
| 12608 | 2008.12.15 07:30 | sell | 2499 | 0.01 | 1.17160 | 0.00000 | 0.00000 | ||
| 12609 | 2008.12.15 07:30 | modify | 2498 | 0.01 | 1.17010 | 0.00000 | 1.17005 | ||
| 12610 | 2008.12.15 07:30 | modify | 2499 | 0.01 | 1.17160 | 0.00000 | 1.17005 | ||
| 12611 | 2008.12.15 08:31 | t/p | 2498 | 0.01 | 1.17005 | 0.00000 | 1.17005 | 0.04 | 52474.70 |
| 12612 | 2008.12.15 08:31 | t/p | 2499 | 0.01 | 1.17005 | 0.00000 | 1.17005 | 1.32 | 52476.02 |
| 12613 | 2008.12.15 15:00 | sell | 2500 | 0.01 | 1.16840 | 0.00000 | 0.00000 | ||
| 12614 | 2008.12.15 15:00 | modify | 2500 | 0.01 | 1.16840 | 0.00000 | 1.16760 | ||
| 12615 | 2008.12.15 15:25 | t/p | 2500 | 0.01 | 1.16760 | 0.00000 | 1.16760 | 0.69 | 52476.71 |
| 12616 | 2008.12.15 15:30 | sell | 2501 | 0.01 | 1.16800 | 0.00000 | 0.00000 | ||
| 12617 | 2008.12.15 15:30 | modify | 2501 | 0.01 | 1.16800 | 0.00000 | 1.16720 | ||
| 12618 | 2008.12.15 15:31 | t/p | 2501 | 0.01 | 1.16720 | 0.00000 | 1.16720 | 0.69 | 52477.40 |
| 12619 | 2008.12.15 16:00 | sell | 2502 | 0.01 | 1.16660 | 0.00000 | 0.00000 | ||
| 12620 | 2008.12.15 16:00 | modify | 2502 | 0.01 | 1.16660 | 0.00000 | 1.16580 | ||
| 12621 | 2008.12.15 16:00 | t/p | 2502 | 0.01 | 1.16580 | 0.00000 | 1.16580 | 0.68 | 52478.08 |
| 12622 | 2008.12.15 17:00 | sell | 2503 | 0.01 | 1.16380 | 0.00000 | 0.00000 | ||
| 12623 | 2008.12.15 17:00 | modify | 2503 | 0.01 | 1.16380 | 0.00000 | 1.16300 | ||
| 12624 | 2008.12.15 17:07 | t/p | 2503 | 0.01 | 1.16300 | 0.00000 | 1.16300 | 0.69 | 52478.77 |
| 12625 | 2008.12.15 17:30 | sell | 2504 | 0.01 | 1.15670 | 0.00000 | 0.00000 | ||
| 12626 | 2008.12.15 17:30 | modify | 2504 | 0.01 | 1.15670 | 0.00000 | 1.15590 | ||
| 12627 | 2008.12.15 18:00 | sell | 2505 | 0.01 | 1.15780 | 0.00000 | 0.00000 | ||
| 12628 | 2008.12.15 18:00 | modify | 2504 | 0.01 | 1.15670 | 0.00000 | 1.15645 | ||
| 12629 | 2008.12.15 18:00 | modify | 2505 | 0.01 | 1.15780 | 0.00000 | 1.15645 | ||
| 12630 | 2008.12.15 19:00 | sell | 2506 | 0.01 | 1.15890 | 0.00000 | 0.00000 | ||
| 12631 | 2008.12.15 19:00 | modify | 2504 | 0.01 | 1.15670 | 0.00000 | 1.15700 | ||
| 12632 | 2008.12.15 19:00 | modify | 2505 | 0.01 | 1.15780 | 0.00000 | 1.15700 | ||
| 12633 | 2008.12.15 19:00 | modify | 2506 | 0.01 | 1.15890 | 0.00000 | 1.15700 | ||
| 12634 | 2008.12.15 22:00 | sell | 2507 | 0.01 | 1.16020 | 0.00000 | 0.00000 | ||
| 12635 | 2008.12.15 22:00 | modify | 2504 | 0.01 | 1.15670 | 0.00000 | 1.15760 | ||
| 12636 | 2008.12.15 22:00 | modify | 2505 | 0.01 | 1.15780 | 0.00000 | 1.15760 | ||
| 12637 | 2008.12.15 22:00 | modify | 2506 | 0.01 | 1.15890 | 0.00000 | 1.15760 | ||
| 12638 | 2008.12.15 22:00 | modify | 2507 | 0.01 | 1.16020 | 0.00000 | 1.15760 | ||
| 12639 | 2008.12.15 22:36 | t/p | 2504 | 0.01 | 1.15760 | 0.00000 | 1.15760 | -0.78 | 52477.99 |
| 12640 | 2008.12.15 22:36 | t/p | 2505 | 0.01 | 1.15760 | 0.00000 | 1.15760 | 0.17 | 52478.16 |
| 12641 | 2008.12.15 22:36 | t/p | 2506 | 0.01 | 1.15760 | 0.00000 | 1.15760 | 1.12 | 52479.28 |
| 12642 | 2008.12.15 22:36 | t/p | 2507 | 0.01 | 1.15760 | 0.00000 | 1.15760 | 2.24 | 52481.52 |
| 12643 | 2008.12.16 03:30 | sell | 2508 | 0.01 | 1.15590 | 0.00000 | 0.00000 | ||
| 12644 | 2008.12.16 03:30 | modify | 2508 | 0.01 | 1.15590 | 0.00000 | 1.15510 | ||
| 12645 | 2008.12.16 04:52 | t/p | 2508 | 0.01 | 1.15510 | 0.00000 | 1.15510 | 0.69 | 52482.21 |
| 12646 | 2008.12.16 05:00 | sell | 2509 | 0.01 | 1.15530 | 0.00000 | 0.00000 | ||
| 12647 | 2008.12.16 05:00 | modify | 2509 | 0.01 | 1.15530 | 0.00000 | 1.15450 | ||
| 12648 | 2008.12.16 09:30 | sell | 2510 | 0.01 | 1.15670 | 0.00000 | 0.00000 | ||
| 12649 | 2008.12.16 09:30 | modify | 2509 | 0.01 | 1.15530 | 0.00000 | 1.15520 | ||
| 12650 | 2008.12.16 09:30 | modify | 2510 | 0.01 | 1.15670 | 0.00000 | 1.15520 | ||
| 12651 | 2008.12.16 09:46 | t/p | 2509 | 0.01 | 1.15520 | 0.00000 | 1.15520 | 0.08 | 52482.29 |
| 12652 | 2008.12.16 09:46 | t/p | 2510 | 0.01 | 1.15520 | 0.00000 | 1.15520 | 1.30 | 52483.59 |
| 12653 | 2008.12.16 10:00 | sell | 2511 | 0.01 | 1.15500 | 0.00000 | 0.00000 | ||
| 12654 | 2008.12.16 10:00 | modify | 2511 | 0.01 | 1.15500 | 0.00000 | 1.15420 | ||
| 12655 | 2008.12.16 11:00 | sell | 2512 | 0.01 | 1.15650 | 0.00000 | 0.00000 | ||
| 12656 | 2008.12.16 11:00 | modify | 2511 | 0.01 | 1.15500 | 0.00000 | 1.15495 | ||
| 12657 | 2008.12.16 11:00 | modify | 2512 | 0.01 | 1.15650 | 0.00000 | 1.15495 | ||
| 12658 | 2008.12.16 11:31 | t/p | 2511 | 0.01 | 1.15495 | 0.00000 | 1.15495 | 0.04 | 52483.63 |
| 12659 | 2008.12.16 11:31 | t/p | 2512 | 0.01 | 1.15495 | 0.00000 | 1.15495 | 1.34 | 52484.97 |
| 12660 | 2008.12.16 13:30 | sell | 2513 | 0.01 | 1.15510 | 0.00000 | 0.00000 | ||
| 12661 | 2008.12.16 13:30 | modify | 2513 | 0.01 | 1.15510 | 0.00000 | 1.15430 | ||
| 12662 | 2008.12.16 14:02 | t/p | 2513 | 0.01 | 1.15430 | 0.00000 | 1.15430 | 0.69 | 52485.66 |
| 12663 | 2008.12.16 14:30 | sell | 2514 | 0.01 | 1.15440 | 0.00000 | 0.00000 | ||
| 12664 | 2008.12.16 14:30 | modify | 2514 | 0.01 | 1.15440 | 0.00000 | 1.15360 | ||
| 12665 | 2008.12.16 14:30 | t/p | 2514 | 0.01 | 1.15360 | 0.00000 | 1.15360 | 0.69 | 52486.35 |
| 12666 | 2008.12.16 15:00 | sell | 2515 | 0.01 | 1.15410 | 0.00000 | 0.00000 | ||
| 12667 | 2008.12.16 15:00 | modify | 2515 | 0.01 | 1.15410 | 0.00000 | 1.15330 | ||
| 12668 | 2008.12.16 15:16 | t/p | 2515 | 0.01 | 1.15330 | 0.00000 | 1.15330 | 0.69 | 52487.04 |
| 12669 | 2008.12.16 15:30 | sell | 2516 | 0.01 | 1.15270 | 0.00000 | 0.00000 | ||
| 12670 | 2008.12.16 15:30 | modify | 2516 | 0.01 | 1.15270 | 0.00000 | 1.15190 | ||
| 12671 | 2008.12.16 15:32 | t/p | 2516 | 0.01 | 1.15190 | 0.00000 | 1.15190 | 0.69 | 52487.73 |
| 12672 | 2008.12.16 16:00 | sell | 2517 | 0.01 | 1.15060 | 0.00000 | 0.00000 | ||
| 12673 | 2008.12.16 16:00 | modify | 2517 | 0.01 | 1.15060 | 0.00000 | 1.14980 | ||
| 12674 | 2008.12.16 16:28 | t/p | 2517 | 0.01 | 1.14980 | 0.00000 | 1.14980 | 0.70 | 52488.43 |
| 12675 | 2008.12.16 16:30 | sell | 2518 | 0.01 | 1.14870 | 0.00000 | 0.00000 | ||
| 12676 | 2008.12.16 16:30 | modify | 2518 | 0.01 | 1.14870 | 0.00000 | 1.14790 | ||
| 12677 | 2008.12.16 16:30 | t/p | 2518 | 0.01 | 1.14790 | 0.00000 | 1.14790 | 0.70 | 52489.13 |
| 12678 | 2008.12.16 17:00 | sell | 2519 | 0.01 | 1.14580 | 0.00000 | 0.00000 | ||
| 12679 | 2008.12.16 17:00 | modify | 2519 | 0.01 | 1.14580 | 0.00000 | 1.14500 | ||
| 12680 | 2008.12.16 17:05 | t/p | 2519 | 0.01 | 1.14500 | 0.00000 | 1.14500 | 0.70 | 52489.83 |
| 12681 | 2008.12.16 17:30 | sell | 2520 | 0.01 | 1.14540 | 0.00000 | 0.00000 | ||
| 12682 | 2008.12.16 17:30 | modify | 2520 | 0.01 | 1.14540 | 0.00000 | 1.14460 | ||
| 12683 | 2008.12.16 18:11 | t/p | 2520 | 0.01 | 1.14460 | 0.00000 | 1.14460 | 0.70 | 52490.53 |
| 12684 | 2008.12.16 18:30 | sell | 2521 | 0.01 | 1.14160 | 0.00000 | 0.00000 | ||
| 12685 | 2008.12.16 18:30 | modify | 2521 | 0.01 | 1.14160 | 0.00000 | 1.14080 | ||
| 12686 | 2008.12.16 18:31 | t/p | 2521 | 0.01 | 1.14080 | 0.00000 | 1.14080 | 0.70 | 52491.23 |
| 12687 | 2008.12.16 19:00 | sell | 2522 | 0.01 | 1.14050 | 0.00000 | 0.00000 | ||
| 12688 | 2008.12.16 19:00 | modify | 2522 | 0.01 | 1.14050 | 0.00000 | 1.13970 | ||
| 12689 | 2008.12.16 19:05 | t/p | 2522 | 0.01 | 1.13970 | 0.00000 | 1.13970 | 0.70 | 52491.93 |
| 12690 | 2008.12.16 19:30 | sell | 2523 | 0.01 | 1.13920 | 0.00000 | 0.00000 | ||
| 12691 | 2008.12.16 19:30 | modify | 2523 | 0.01 | 1.13920 | 0.00000 | 1.13840 | ||
| 12692 | 2008.12.16 20:00 | sell | 2524 | 0.01 | 1.14100 | 0.00000 | 0.00000 | ||
| 12693 | 2008.12.16 20:00 | modify | 2523 | 0.01 | 1.13920 | 0.00000 | 1.13930 | ||
| 12694 | 2008.12.16 20:00 | modify | 2524 | 0.01 | 1.14100 | 0.00000 | 1.13930 | ||
| 12695 | 2008.12.16 20:16 | t/p | 2523 | 0.01 | 1.13930 | 0.00000 | 1.13930 | -0.09 | 52491.84 |
| 12696 | 2008.12.16 20:16 | t/p | 2524 | 0.01 | 1.13930 | 0.00000 | 1.13930 | 1.49 | 52493.33 |
| 12697 | 2008.12.16 21:30 | sell | 2525 | 0.01 | 1.13410 | 0.00000 | 0.00000 | ||
| 12698 | 2008.12.16 21:30 | modify | 2525 | 0.01 | 1.13410 | 0.00000 | 1.13330 | ||
| 12699 | 2008.12.16 21:30 | t/p | 2525 | 0.01 | 1.13330 | 0.00000 | 1.13330 | 0.70 | 52494.03 |
| 12700 | 2008.12.16 22:00 | sell | 2526 | 0.01 | 1.12690 | 0.00000 | 0.00000 | ||
| 12701 | 2008.12.16 22:00 | modify | 2526 | 0.01 | 1.12690 | 0.00000 | 1.12610 | ||
| 12702 | 2008.12.16 22:20 | t/p | 2526 | 0.01 | 1.12610 | 0.00000 | 1.12610 | 0.71 | 52494.74 |
| 12703 | 2008.12.16 22:30 | sell | 2527 | 0.01 | 1.12180 | 0.00000 | 0.00000 | ||
| 12704 | 2008.12.16 22:30 | modify | 2527 | 0.01 | 1.12180 | 0.00000 | 1.12100 | ||
| 12705 | 2008.12.16 22:46 | t/p | 2527 | 0.01 | 1.12100 | 0.00000 | 1.12100 | 0.71 | 52495.45 |
| 12706 | 2008.12.16 23:00 | sell | 2528 | 0.01 | 1.11750 | 0.00000 | 0.00000 | ||
| 12707 | 2008.12.16 23:00 | modify | 2528 | 0.01 | 1.11750 | 0.00000 | 1.11670 | ||
| 12708 | 2008.12.16 23:30 | sell | 2529 | 0.01 | 1.12190 | 0.00000 | 0.00000 | ||
| 12709 | 2008.12.16 23:30 | modify | 2528 | 0.01 | 1.11750 | 0.00000 | 1.11890 | ||
| 12710 | 2008.12.16 23:30 | modify | 2529 | 0.01 | 1.12190 | 0.00000 | 1.11890 | ||
| 12711 | 2008.12.17 00:00 | sell | 2530 | 0.01 | 1.12440 | 0.00000 | 0.00000 | ||
| 12712 | 2008.12.17 00:00 | modify | 2528 | 0.01 | 1.11750 | 0.00000 | 1.12047 | ||
| 12713 | 2008.12.17 00:00 | modify | 2529 | 0.01 | 1.12190 | 0.00000 | 1.12047 | ||
| 12714 | 2008.12.17 00:00 | modify | 2530 | 0.01 | 1.12440 | 0.00000 | 1.12047 | ||
| 12715 | 2008.12.17 00:25 | t/p | 2528 | 0.01 | 1.12047 | 0.00000 | 1.12047 | -2.68 | 52492.77 |
| 12716 | 2008.12.17 00:25 | t/p | 2529 | 0.01 | 1.12047 | 0.00000 | 1.12047 | 1.24 | 52494.01 |
| 12717 | 2008.12.17 00:25 | t/p | 2530 | 0.01 | 1.12047 | 0.00000 | 1.12047 | 3.50 | 52497.51 |
| 12718 | 2008.12.17 07:00 | sell | 2531 | 0.01 | 1.11390 | 0.00000 | 0.00000 | ||
| 12719 | 2008.12.17 07:00 | modify | 2531 | 0.01 | 1.11390 | 0.00000 | 1.11310 | ||
| 12720 | 2008.12.17 07:30 | sell | 2532 | 0.01 | 1.11660 | 0.00000 | 0.00000 | ||
| 12721 | 2008.12.17 07:30 | modify | 2531 | 0.01 | 1.11390 | 0.00000 | 1.11445 | ||
| 12722 | 2008.12.17 07:30 | modify | 2532 | 0.01 | 1.11660 | 0.00000 | 1.11445 | ||
| 12723 | 2008.12.17 08:30 | sell | 2533 | 0.01 | 1.12070 | 0.00000 | 0.00000 | ||
| 12724 | 2008.12.17 08:30 | modify | 2531 | 0.01 | 1.11390 | 0.00000 | 1.11627 | ||
| 12725 | 2008.12.17 08:30 | modify | 2532 | 0.01 | 1.11660 | 0.00000 | 1.11627 | ||
| 12726 | 2008.12.17 08:30 | modify | 2533 | 0.01 | 1.12070 | 0.00000 | 1.11627 | ||
| 12727 | 2008.12.17 10:00 | t/p | 2531 | 0.01 | 1.11627 | 0.00000 | 1.11627 | -2.12 | 52495.39 |
| 12728 | 2008.12.17 10:00 | t/p | 2532 | 0.01 | 1.11627 | 0.00000 | 1.11627 | 0.30 | 52495.69 |
| 12729 | 2008.12.17 10:00 | t/p | 2533 | 0.01 | 1.11627 | 0.00000 | 1.11627 | 3.97 | 52499.66 |
| 12730 | 2008.12.17 10:30 | sell | 2534 | 0.01 | 1.11500 | 0.00000 | 0.00000 | ||
| 12731 | 2008.12.17 10:30 | modify | 2534 | 0.01 | 1.11500 | 0.00000 | 1.11420 | ||
| 12732 | 2008.12.17 10:30 | t/p | 2534 | 0.01 | 1.11420 | 0.00000 | 1.11420 | 0.72 | 52500.38 |
| 12733 | 2008.12.17 11:30 | sell | 2535 | 0.01 | 1.11430 | 0.00000 | 0.00000 | ||
| 12734 | 2008.12.17 11:30 | modify | 2535 | 0.01 | 1.11430 | 0.00000 | 1.11350 | ||
| 12735 | 2008.12.17 11:31 | t/p | 2535 | 0.01 | 1.11350 | 0.00000 | 1.11350 | 0.72 | 52501.10 |
| 12736 | 2008.12.17 12:30 | sell | 2536 | 0.01 | 1.11360 | 0.00000 | 0.00000 | ||
| 12737 | 2008.12.17 12:30 | modify | 2536 | 0.01 | 1.11360 | 0.00000 | 1.11280 | ||
| 12738 | 2008.12.17 12:32 | t/p | 2536 | 0.01 | 1.11280 | 0.00000 | 1.11280 | 0.72 | 52501.82 |
| 12739 | 2008.12.17 13:00 | sell | 2537 | 0.01 | 1.10940 | 0.00000 | 0.00000 | ||
| 12740 | 2008.12.17 13:00 | modify | 2537 | 0.01 | 1.10940 | 0.00000 | 1.10860 | ||
| 12741 | 2008.12.17 13:02 | t/p | 2537 | 0.01 | 1.10860 | 0.00000 | 1.10860 | 0.72 | 52502.54 |
| 12742 | 2008.12.17 15:30 | sell | 2538 | 0.01 | 1.10820 | 0.00000 | 0.00000 | ||
| 12743 | 2008.12.17 15:30 | modify | 2538 | 0.01 | 1.10820 | 0.00000 | 1.10740 | ||
| 12744 | 2008.12.17 15:31 | t/p | 2538 | 0.01 | 1.10740 | 0.00000 | 1.10740 | 0.72 | 52503.26 |
| 12745 | 2008.12.17 16:00 | sell | 2539 | 0.01 | 1.10630 | 0.00000 | 0.00000 | ||
| 12746 | 2008.12.17 16:00 | modify | 2539 | 0.01 | 1.10630 | 0.00000 | 1.10550 | ||
| 12747 | 2008.12.17 16:13 | t/p | 2539 | 0.01 | 1.10550 | 0.00000 | 1.10550 | 0.72 | 52503.98 |
| 12748 | 2008.12.17 16:30 | sell | 2540 | 0.01 | 1.10070 | 0.00000 | 0.00000 | ||
| 12749 | 2008.12.17 16:30 | modify | 2540 | 0.01 | 1.10070 | 0.00000 | 1.09990 | ||
| 12750 | 2008.12.17 16:30 | t/p | 2540 | 0.01 | 1.09990 | 0.00000 | 1.09990 | 0.73 | 52504.71 |